MITSY vs. SHLD

Last updated Jun 9, 2026

MITSY (Mitsui & Company Ltd) is a stock, while SHLD (Global X Defense Tech ETF) is Aerospace & Defense fund tracking the Global X Defense Tech Index. Over the past year, MITSY returned 51.57% vs 8.97% for SHLD. At a 0.27 correlation, their price movements are largely independent.

Performance

MITSY vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui & Company Ltd (MITSY) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MITSY achieves a 6.52% return, which is significantly higher than SHLD's -2.65% return.

MITSY

• 1D: 1.39%
• 1M: -12.80%
• YTD: 6.52%
• 6M: 14.33%
• 1Y: 51.57%
• 3Y*: 21.19%
• 5Y*: 22.81%
• 10Y*: 18.91%

SHLD

• 1D: 0.03%
• 1M: -3.34%
• YTD: -2.65%
• 6M: -0.77%
• 1Y: 8.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MITSY vs. SHLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
MITSY Mitsui & Company Ltd	6.52%	43.31%	13.10%	-1.97%
SHLD Global X Defense Tech ETF	-2.65%	74.16%	35.03%	12.89%

Correlation

The correlation between MITSY and SHLD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.27

Return for Risk

MITSY vs. SHLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MITSY

MITSY Risk / Return Rank: 82
MITSY Sharpe Ratio Rank: 86
MITSY Sortino Ratio Rank: 82
MITSY Omega Ratio Rank: 79
MITSY Calmar Ratio Rank: 77
MITSY Martin Ratio Rank: 86

SHLD

SHLD Risk / Return Rank: 15
SHLD Sharpe Ratio Rank: 15
SHLD Sortino Ratio Rank: 16
SHLD Omega Ratio Rank: 15
SHLD Calmar Ratio Rank: 15
SHLD Martin Ratio Rank: 15

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MITSY vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui & Company Ltd (MITSY) and Global X Defense Tech ETF (SHLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	MITSY	SHLD	Difference
Sharpe ratio: Return per unit of total volatility	1.70	0.37	+1.33
Sortino ratio: Return per unit of downside risk	2.35	0.70	+1.65
Omega ratio: Gain probability vs. loss probability	1.29	1.08	+0.21
Calmar ratio: Return relative to maximum drawdown	2.12	0.45	+1.67
Martin ratio: Return relative to average drawdown	8.78	1.16	+7.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MITSY vs. SHLD - Sharpe Ratio Comparison

The current MITSY Sharpe Ratio is 1.70, which is higher than the SHLD Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MITSY and SHLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MITSY	SHLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	0.37	+1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	1.98	-1.61

Drawdowns

MITSY vs. SHLD - Drawdown Comparison

The maximum MITSY drawdown since its inception was -44.45%, which is greater than SHLD's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for MITSY and SHLD.

Drawdown Indicators

	MITSY	SHLD	Difference
Max Drawdown Largest peak-to-trough decline	-44.45%	-20.10%	-24.35%
Max Drawdown (1Y) Largest decline over 1 year	-24.42%	-20.10%	-4.32%
Max Drawdown (3Y) Largest decline over 3 years	-33.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.95%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.95%	—	—
Current Drawdown Current decline from peak	-23.37%	-19.16%	-4.21%
Average Drawdown Average peak-to-trough decline	-16.06%	-3.26%	-12.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.90%	7.78%	-1.88%

Volatility

MITSY vs. SHLD - Volatility Comparison

Mitsui & Company Ltd (MITSY) has a higher volatility of 11.02% compared to Global X Defense Tech ETF (SHLD) at 7.64%. This indicates that MITSY's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MITSY	SHLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.02%	7.64%	+3.38%
Volatility (6M) Calculated over the trailing 6-month period	24.46%	19.39%	+5.07%
Volatility (1Y) Calculated over the trailing 1-year period	30.52%	24.20%	+6.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.67%	21.14%	+8.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.74%	21.14%	+5.60%

Dividends

MITSY vs. SHLD - Dividend Comparison

MITSY has not paid dividends to shareholders, while SHLD's dividend yield for the trailing twelve months is around 0.56%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
MITSY Mitsui & Company Ltd	0.00%	1.17%	1.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.65%	3.82%
SHLD Global X Defense Tech ETF	0.56%	0.55%	0.53%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MITSY and SHLD in my portfolio?

MITSY and SHLD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MITSY or SHLD?

MITSY has higher volatility (11.02%) compared to SHLD (7.64%). In terms of maximum drawdown, MITSY dropped -44.45% vs SHLD's -20.10%.

Which has better risk-adjusted returns?

MITSY currently has the higher Sharpe Ratio (1.70 vs 0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.